Quantitative Engineering
- Backtesting Engine in C# to test strategies on Amazon Web Services at scale, using ElasticSearch for analysis and visualisation.
- Market Analysis across multiple asset classes using data from last 17 years
- Random Trading Strategies to experiment with scaling up on AWS
- Visualise Trading Strategies with SignalR, ReactJS and CanvasJS
Backtesting Engine
Building a Backtesting Engine in C# to test strategies on Amazon Web Services at scale, using ElasticSearch for analysis and visualisation. I'm using SignalR, ReactJS and CanvasJS with an ambition to research and develop trading strategies more efficiently
Source code available to view on Github
Developed to test hundreds of permutations at scale on AWS
Source code available to view on Github